Volumetric Spot Light with Cycles
For volumetric lights you need to control a few things: 

The emission values of the lamps need to be a bit higher than normal to compensate for loss due to the volume Scatter.



Rendering will be slower, a lot noisier, and with lots of Fireflies, so be ready to bring up the samples and clamp indirect samples. The best solution time/quality I've found is using branched Path Tracing and increasing the volume samples and a value for clamp indirect around 3.00



Work with the lowest volume scatter value that still yields the desired result. Higher values will be even noisier and the lights will need to be even brighter.



Keep in mind that volumetric light effects are better seen when the background is dark. How you combine your mist pass will make a huge difference as mist will tend to make things brighter and make volumetric lights less visible.



In my opinion a more realistic approach would be not to use mist, but to use volume scatter and volume absortion together.



sample file to play with: